+135.4%
WING vs ALC
+30.4%
+105.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.6% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | +29.5% | +16.0% | +13.5% | +20.7% |
| 3M | +40.2% | +0.8% | +39.4% | +39.7% |
| 6M | +32.7% | +16.8% | +15.9% | +22.6% |
| YTD | -32.8% | -5.5% | -27.3% | -31.6% |
| 1Y | -31.7% | -5.3% | -26.5% | -30.5% |
| 3Y | -24.7% | +4.1% | -28.8% | -29.8% |
| 5Y | -0.5% | -7.1% | +6.6% | -2.9% |
| All | +135.4% | +30.4% | +105.0% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling